CME Euro FX (E) Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 1.3737 1.3757 0.0020 0.1% 1.3711
High 1.3797 1.3780 -0.0017 -0.1% 1.3810
Low 1.3734 1.3721 -0.0013 -0.1% 1.3694
Close 1.3762 1.3765 0.0003 0.0% 1.3733
Range 0.0063 0.0059 -0.0004 -6.3% 0.0116
ATR 0.0078 0.0076 -0.0001 -1.7% 0.0000
Volume 153,411 144,624 -8,787 -5.7% 550,429
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.3932 1.3908 1.3797
R3 1.3873 1.3849 1.3781
R2 1.3814 1.3814 1.3776
R1 1.3790 1.3790 1.3770 1.3802
PP 1.3755 1.3755 1.3755 1.3762
S1 1.3731 1.3731 1.3760 1.3743
S2 1.3696 1.3696 1.3754
S3 1.3637 1.3672 1.3749
S4 1.3578 1.3613 1.3733
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.4094 1.4029 1.3797
R3 1.3978 1.3913 1.3765
R2 1.3862 1.3862 1.3754
R1 1.3797 1.3797 1.3744 1.3830
PP 1.3746 1.3746 1.3746 1.3762
S1 1.3681 1.3681 1.3722 1.3714
S2 1.3630 1.3630 1.3712
S3 1.3514 1.3565 1.3701
S4 1.3398 1.3449 1.3669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3810 1.3708 0.0102 0.7% 0.0064 0.5% 56% False False 150,048
10 1.3810 1.3530 0.0280 2.0% 0.0073 0.5% 84% False False 91,089
20 1.3810 1.3402 0.0408 3.0% 0.0077 0.6% 89% False False 46,834
40 1.3834 1.3300 0.0534 3.9% 0.0083 0.6% 87% False False 23,727
60 1.3834 1.3300 0.0534 3.9% 0.0079 0.6% 87% False False 15,920
80 1.3834 1.3123 0.0711 5.2% 0.0072 0.5% 90% False False 11,952
100 1.3834 1.3123 0.0711 5.2% 0.0064 0.5% 90% False False 9,563
120 1.3834 1.2781 0.1053 7.6% 0.0062 0.4% 93% False False 7,971
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4031
2.618 1.3934
1.618 1.3875
1.000 1.3839
0.618 1.3816
HIGH 1.3780
0.618 1.3757
0.500 1.3751
0.382 1.3744
LOW 1.3721
0.618 1.3685
1.000 1.3662
1.618 1.3626
2.618 1.3567
4.250 1.3470
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 1.3760 1.3761
PP 1.3755 1.3757
S1 1.3751 1.3753

These figures are updated between 7pm and 10pm EST after a trading day.

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